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Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples

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  • Kiviet, Jan F.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 28 (1985)
Issue (Month): 3 (June)
Pages: 327-362

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Handle: RePEc:eee:econom:v:28:y:1985:i:3:p:327-362

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Faini, Riccardo & de Melo, Jaime & Senhadji-Semlali, Abdel & Stanton, Julie, 1990. "Growth oriented adjustment programs : a statistical analysis," Policy Research Working Paper Series 426, The World Bank.
  2. Daveri, Francesco & Faini, Riccardo, 1999. "Where Do Migrants Go?," Oxford Economic Papers, Oxford University Press, vol. 51(4), pages 595-622, October.
  3. Kiviet, Jan F. & Dufour, Jean-Marie, 1997. "Exact tests in single equation autoregressive distributed lag models," Journal of Econometrics, Elsevier, vol. 80(2), pages 325-353, October.
  4. Klinedinst, Mark, 1991. "Inside the black box: compensation structures of efficient Yugoslavian firms," MPRA Paper 36305, University Library of Munich, Germany.
  5. Faini, Ricardo, 1988. "Export supply, capacity, and relative prices," Policy Research Working Paper Series 123, The World Bank.
  6. Jan F. KIVIET & Milan PLEUS, 2012. "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Economic Growth centre Working Paper Series 1208, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
  7. Ronald Cotterill & William Putsis, 2000. "Market Share and Price Setting Behavior for Private Labels and National Brands," Review of Industrial Organization, Springer, vol. 17(1), pages 17-39, August.
  8. Klinedinst, Mark, 1991. "Are CEO's paid their marginal product? An empirical analysis of executive compensation and corporate performance," MPRA Paper 36650, University Library of Munich, Germany.
  9. Neil R. Ericsson, 1987. "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers 317, Board of Governors of the Federal Reserve System (U.S.).
  10. David F. Hendry & Neil R. Ericsson, 1989. "An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers 355, Board of Governors of the Federal Reserve System (U.S.).

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